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indepCopula-class

Class "indepCopula"


Description

Independence copula class.

Objects from the Class

Objects can be created by calls of the form new("indepCopula", ...) or by function indepCopula(). Such objects can be useful as special cases of parametric copulas, bypassing copula-specific computations such as distribution, density, and sampler.

Slots

dimension:

Object of class "numeric", dimension of the copula.

exprdist:

an expression of length two, for the “formulas” of the cdf and pdf of the copula.

Methods

A

signature(copula = "indepCopula"): ...

dCopula

signature(copula = "indepCopula"): ...

pCopula

signature(copula = "indepCopula"): ...

rCopula

signature(copula = "indepCopula"): ...

Extends

Class "indepCopula" directly extends classes "dimCopula" and "parCopula".

See Also

indepCopula; documentation for classes dimCopula and parCopula.

Examples

getClass("indepCopula")

copula

Multivariate Dependence with Copulas

v1.0-1
GPL (>= 3) | file LICENCE
Authors
Marius Hofert [aut] (<https://orcid.org/0000-0001-8009-4665>), Ivan Kojadinovic [aut] (<https://orcid.org/0000-0002-2903-1543>), Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Jun Yan [aut] (<https://orcid.org/0000-0003-4401-7296>), Johanna G. Nešlehová [ctb] (evTestK(), <https://orcid.org/0000-0001-9634-4796>), Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters)
Initial release
2020-12-07

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